A multiple optimal stopping rule for sums of independent random variables
A multiple optimal stopping rule for sums of independent random variables
复制标题
独立随机变量之和的多重最优停止规则
DOI：
10.1515/dma.2007.037
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发表时间：
2007
期刊：
影响因子：
--
通讯作者：
G. Sofronov
中科院分区：
文献类型：
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作者：
M. L. Nikolaev;G. Sofronov
我们考虑了有限（具有水平N）独立随机变量序列的多个最优停止规则。我们感兴趣的是找到一个停止规则，使k个观测值的期望和最大化，1 < k < N。得到了最优停止规则和对策值。这一结果可以应用于卖房问题和行为生态学问题。
We consider multiple optimal stopping rules for a finite (with horizon N) sequence of independent random variables. We are interested in finding a stopping rule which maximises the expected sum of k, 1 < k < N, observations. The optimal stopping rule and the value of the game are obtained. This result can be applied in the house-selling problem and in behavioural ecology problems.